Re: [Help-glpk] "multiplication of linear forms not allowed"

[Michael Hennebry]

On Sun, 21 Oct 2012, Meketon, Marc wrote:

> -----Original Message-----
> From: address@hidden [mailto:address@hidden On Behalf Of Reginald Beardsley
> Sent: Sunday, October 21, 2012 10:46 AM
> To: glpk
> Subject: [Help-glpk] "multiplication of linear forms not allowed"

> I'm trying to apply the following constraint following a suggestion by xypron:

> var M{J} ,binary;
>
> var B{J,K} ,>= 0;

> s.t. a{j}: -M[j]*sum{k in  K}B[j,k] <= A[j] <= M[j]*sum{k in K}B[j,k];

> The goal being to force A[j] = 0 if the sum over k of B[j,k] = 0;

If B is continuous, I suspect that it cannot be done.
If B is integer:

var s{J} ,binary;
var B{J,K} ,>=0;
param M{J} ;  upper bound on sum{k in K}B[j,k]
param L{j} ;  lower bound on A[j]
param U{j} ;  upper bound on A[j]

s.t. a{j in J}: s[j] <= sum{k in K}B[j,k] <= M[j]*s[j];
s.t. b{j in J}: L[j]*s[j] <= A[j] <= U[j]*s[j]

--
Michael   address@hidden
"On Monday, I'm gonna have to tell my kindergarten class,
whom I teach not to run with scissors,
that my fiance ran me through with a broadsword."  --  Lily